Mathematics - Optimization and Control

Fast Last-Iterate Convergence of Learning in Games Requires Forgetful Algorithms
Yang Cai, Gabriele Farian, Julien Grand-Clément, Christian Kroer, Chung-Wei Lee, Haipeng Luo, Weiqiang Zheng
Last updated on Jul 1, 2024
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Accelerated Algorithms for Constrained Nonconvex-Nonconcave Min-Max Optimization and Comonotone Inclusion
We study constrained comonotone min-max optimization, a structured class of nonconvex-nonconcave min-max optimization problems, and …
Yang Cai, Argyris Oikonomou, Weiqiang Zheng
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Near-Optimal Policy Optimization for Correlated Equilibrium in General-Sum Markov Games
We study policy optimization algorithms for computing correlated equilibria in multi-player general-sum Markov Games. Previous results …
Yang Cai, Haipeng Luo, Chen-Yu Wei, Weiqiang Zheng
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Tight Last-Iterate Convergence of the Extragradient and the Optimistic Gradient Descent-Ascent Algorithm for Constrained Monotone Variational Inequalities
The monotone variational inequality is a central problem in mathematical programming that unifies and generalizes many important …
Yang Cai, Argyris Oikonomou, Weiqiang Zheng
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